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~subject:"Welt"
~subject:"Estimation"
~person:"Feldkircher, Martin"
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Search: subject:"spillovers"
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Welt
Estimation
Spillover-Effekt
19
Geldpolitik
18
Spillover effect
17
Monetary policy
16
Geldpolitische Transmission
14
VAR-Modell
14
Monetary transmission
12
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Shock
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spillovers
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GVAR
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Wirkungsanalyse
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Impact assessment
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Spillovers
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Stochastische Volatilität
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international spillovers
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monetary policy
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stochastic volatility
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time-varying parameters
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Amerikanisch
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Ansteckungseffekt
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Finanzkrise
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Global vector autoregression
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Feldkircher, Martin
Kang, Sang Hoon
37
Keller, Wolfgang
37
Mensi, Walid
28
Goldberg, Linda S.
27
Xuan Vinh Vo
26
Belke, Ansgar
25
Bouri, Elie
24
Coe, David T.
23
Buch, Claudia M.
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Georgiadis, Georgios
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Görg, Holger
19
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18
Peri, Giovanni
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Beckmann, Joscha
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Di Giovanni, Julian
16
Kose, M. Ayhan
16
Yılmaz, Kamil
16
Dreger, Christian
15
Kalemli-Ozcan, Sebnem
15
Kosfeld, Reinhold
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Yeaple, Stephen R.
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Fischer, Manfred M.
14
Kokko, Ari
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McAleer, Michael
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Yoon, Seong-min
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13
Balli, Faruk
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Huber, Florian
13
Lucey, Brian M.
13
Bitzer, Jürgen
12
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12
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12
Neumayer, Eric
12
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11
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11
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1
Spreading the word or reducing the term spread? : assessing
spillovers
from euro area monetary policy
Feldkircher, Martin
;
Gruber, Thomas
;
Huber, Florian
-
2017
Persistent link: https://www.econbiz.de/10011745688
Saved in:
2
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
Eller, Markus
;
Feldkircher, Martin
;
Huber, Florian
- In:
Focus on European economic integration
(
2017
)
1
,
pp. 54-77
Persistent link: https://www.econbiz.de/10012183991
Saved in:
3
The impact of euro area monetary policy on Central and Eastern Europe
Benecká, Soňa
;
Fadejeva, Ludmila
;
Feldkircher, Martin
- In:
Journal of policy modeling : JPMOD ; a social science …
42
(
2020
)
6
,
pp. 1310-1333
Persistent link: https://www.econbiz.de/10012501066
Saved in:
4
US monetary policy in a globalized world : presented at CESifo Area Conference on Macro, Money & International Finance, February 2016
Crespo Cuaresma, Jesús
;
Doppelhofer, Gernot
; …
-
2016
We analyze the interaction between monetary policy in the US and the global economy, using a global vector autoregressive model with time-varying parameters and stochastic volatility (TVP-SV-GVAR). We find that a contractionary US monetary policy shock leads to a persistent fall in international...
Persistent link: https://www.econbiz.de/10011444866
Saved in:
5
US monetary policy in a globalized world
Crespo Cuaresma, Jesús
;
Doppelhofer, Gernot
; …
-
2015
Persistent link: https://www.econbiz.de/10011421835
Saved in:
6
Spillovers
from US Monetary Policy : Evidence from a Time-varying Parameter GVAR Model
Cuaresma, Jesús Crespo
-
2019
to analyze whether international
spillovers
of US monetary policy have changed over time. The proposed model allows … strength of
spillovers
has weakened in the aftermath of the global financial crisis. Using simple panel regressions, we link …
Persistent link: https://www.econbiz.de/10012895681
Saved in:
7
Spillovers
from US monetary policy: Evidence from a time-varying parameter GVAR model
Crespo Cuaresma, Jesús
;
Doppelhofer, Gernot
; …
-
2018
to analyze whether international
spillovers
of US monetary policy have changed over time. The proposed model allows … strength of
spillovers
has weakened in the aftermath of the global financial crisis. Using simple panel regressions, we link …
Persistent link: https://www.econbiz.de/10012042475
Saved in:
8
Spillovers
from euro area monetary policy: a focus on emerging Europe
Benecká, Soňa
;
Fadejeva, Ludmila
;
Feldkircher, Martin
-
2018
Persistent link: https://www.econbiz.de/10011947207
Saved in:
9
Spillovers
from US monetary policy : evidence from a time-varying parameter GVAR model
Crespo Cuaresma, Jesús
;
Doppelhofer, Gernot
; …
-
2018
to analyze whether international
spillovers
of US monetary policy have changed over time. The proposed model allows … strength of
spillovers
has weakened in the aftermath of the global financial crisis. Using simple panel regressions, we link …
Persistent link: https://www.econbiz.de/10011930284
Saved in:
10
US Monetary Policy in a Globalized World
Cuaresma, Jesús Crespo
;
Doppelhofer, Gernot
; …
-
2016
considerable evidence for heterogeneity of
spillovers
across countries, as well as for changes in the transmission of monetary …
Persistent link: https://www.econbiz.de/10013370122
Saved in:
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